Arbeitspapier
Misspecification in Linear Spatial Regression Models
Spatial effects are endemic in models based on spatially referenced data. The increased awareness of the relevance of spatial interactions, spatial externalities and networking effects among actors, evoked the area of spatial econometrics. Spatial econometrics focuses on the specification and estimation of regression models explicitly incorporating such spatial effects. The multidimensionality of spatial effects calls for misspecification tests and estimators that are notably different from techniques designed for the analysis of time series. With that in mind, we introduce the notion of spatial effects, referring to both heterogeneity and interdependence of phenomena occurring in two-dimensional space. Spatial autocorrelation or dependence can be detected by means of cross-correlation statistics in univariate as well as multivariate data settings. We review tools for exploratory spatial data analysis and misspecification tests for spatial effects in linear regress!ion models. A discussion of specification strategies and an overview of available software for spatial regression analysis, including their main functionalities, intend to give practitioners of spatial data analysis a head start.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 03-081/3
- Klassifikation
-
Wirtschaft
Hypothesis Testing: General
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Model Construction and Estimation
Regional Economic Activity: Growth, Development, Environmental Issues, and Changes
- Thema
-
spatial econometrics
spatial autocorrelation
spatial heterogeneity
misspecification testing
Raumwirtschaftstheorie
Räumliche Interaktion
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Florax, Raymond J.G.M.
Nijkamp, Peter
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2003
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Florax, Raymond J.G.M.
- Nijkamp, Peter
- Tinbergen Institute
Entstanden
- 2003
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